3/4/21 8:29 AM

Rate Indications

To take down an advance, login to eBanking or contact the Member Transaction Desk :

855-345-2244, Option 1

Today's Headlines

Market Rates

Early bird discount available on A120 (<= 27 days) advances before 10:00 a.m.
Special early bird discount on 1-month (no minimum) and 3-month (no minimum) A121 advances executed before 10:00 a.m. The 1-Month is at .21% and the 3-Month is at .21%. To execute, please call the Member Transaction Desk before 10:00 a.m.
Advance Discount Specials (until March 31, 2021): 5 bps discount on qualifying fixed rate fixed term advances, advance ladders and amortizers. Visit our Solutions page on fhlbc.com for Terms and Conditions.

Term

Treasury

Swaps

Fixed Rate Advances

2 years

0.14%

0.24%

0.34%

5 years

0.72%

0.83%

0.90%

7 years

1.14%

1.20%

1.33%

10 years

1.47%

1.55%

1.74%

Fixed Rate Advances

Fixed Rate Callable Advances (Call Option Owned by Member)

Term

Community Advances

Regular Advances

All-in After Dividend*

Forward-Starting

Term

Lockout

Bermudan

All-in After Dividend*

Option Cost

1 week

0.23%

0.02%

Advances settle one year forward from today and then have stated term to maturity

2 years

6 months

0.51%

0.29%

0.16%

2 weeks

0.23%

0.02%

2 years

1 year

0.43%

0.22%

0.09%

3 weeks

0.23%

0.02%

3 years

6 months

0.64%

0.42%

0.15%

1 month

0.13%

0.23%

0.02%

3 years

1 year

0.58%

0.37%

0.10%

3 months

0.13%

0.23%

0.02%

5 years

6 months

1.17%

0.96%

0.26%

6 months

0.14%

0.24%

0.02%

5 years

1 year

1.08%

0.87%

0.18%

9 months

0.15%

0.25%

0.03%

5 years

2 year

1.04%

0.83%

0.13%

1 year

0.20%

0.30%

0.09%

0.40%

7 years

1 year

1.63%

1.42%

0.30%

1.5 years

0.22%

0.32%

0.11%

0.49%

7 years

2 years

1.56%

1.35%

0.23%

2 years

0.24%

0.34%

0.13%

0.59%

10 years

2 years

1.96%

1.75%

0.22%

2.5 years

0.30%

0.39%

0.18%

0.73%

10 years

3 years

1.90%

1.69%

0.16%

3 years

0.38%

0.48%

0.27%

0.87%

10 years

5 years

1.89%

1.68%

0.15%

3.5 years

0.50%

0.60%

0.39%

0.97%

15 years

5 years

2.33%

2.12%

0.20%

4 years

0.62%

0.72%

0.51%

1.06%

Fixed Rate Putable Advances (Call Option Owned by FHLBC)

4.5 years

0.71%

0.81%

0.60%

1.18%

Term

Lockout

European

All-in After Dividend*

Option Value

5 years

0.80%

0.90%

0.69%

1.30%

3 years

6 months

0.25%

0.04%

0.02%

6 years

1.03%

1.13%

0.91%

1.51%

5 years

6 months

0.25%

0.04%

0.01%

7 years

1.23%

1.33%

1.12%

1.71%

7 years

6 months

0.21%

0.00%

-0.02%

10 years

1.64%

1.74%

1.53%

2.00%

10 years

6 months

0.18%

-0.03%

-0.05%

15 years

Call for availability

2.13%

1.92%

3 years

1 year

0.24%

0.03%

-0.06%

20 years

2.54%

2.33%

5 years

1 year

0.21%

0.00%

-0.08%

30 years

3.00%

2.79%

7 years

1 year

0.23%

0.02%

-0.06%

10 years

1 year

0.23%

0.02%

-0.07%

5 years

2 years

0.26%

0.05%

-0.08%

Amortizing Advances

7 years

2 years

0.26%

0.05%

-0.08%

Amortization Term

10 years

2 years

0.26%

0.05%

-0.08%

Term

5 years

7 years

10 years

15 years

7 years

3 years

0.44%

0.23%

-0.05%

5 years

0.61%

0.75%

0.83%

0.87%

10 years

5 years

0.85%

0.64%

-0.05%

7 years

0.89%

1.11%

1.23%

Term

Lockout

Bermudan

All-in After Dividend*

Option Value

10 years

1.26%

1.52%

5 years

6 months

0.14%

-0.08%

-0.10%

Term

15 years

20 years

25 years

30 years

7 years

6 months

0.11%

-0.10%

-0.13%

15 years

1.69%

1.90%

1.99%

2.04%

10 years

3 months

0.11%

-0.10%

-0.12%

20 years

2.03%

2.24%

2.34%

7 years

1.24%

0.02%

1.26%

0.32%

30 years

2.56%

10 years

1.55%

0.02%

1.58%

0.32%

Floating Rate Advances

Term Discount Note Floater Advances

Overnight Index Floater Advances**

Non-Prepayable

Prepayable (on reset dates)^

Index / Rate Indic.

Term

Prior Index

Spread

Prior Day

Term**

Spread to 4WK

Spread to 13WK

Spread to 4WK

Spread to 13WK

Overnight DN^

<= 3 Months

0.044%

0.31%

0.35%

3 months

0.20%

n/a

0.30%

n/a

SOFR

3 Months

0.04%

0.17%

0.21%

6 months

0.25%

0.20%

0.45%

0.40%

SOFR

6 Months

0.04%

0.17%

0.21%

1 year

0.30%

0.25%

0.46%

0.45%

SOFR

9 Months

0.04%

0.17%

0.21%

2 years

0.35%

0.34%

0.38%

SOFR

1 Year

0.04%

0.18%

0.22%

3 years

0.36%

0.35%

0.39%

SOFR

18 Months

0.04%

0.20%

0.24%

4 years

0.37%

0.36%

0.40%

SOFR

2 Years

0.04%

0.21%

0.25%

5 years

0.39%

0.38%

0.41%

^Prepayable same day before 3:00PM. **Please call for additional terms not listed above.

Prior Index

4 week

0.032%

13 week

0.045%

Overnight Advances

^Prepayable at par with 1 day notice. **Please call for terms between 5 years and 10 years, or for 26 week index.

Term

Minimum

Today

Prior Day

LIBOR Floater Advances

1 Day

No minimum

0.23%

Non-Prepayable

Prepayable (on reset dates)

Open Line (Daily Rate Set)#

No minimum

0.37%

Term

Spread to 1ML

Spread to 3ML

Spread to 1ML

Spread to 3ML

#Rate set at and available until 3:00 pm; Late Day Advances may be available until 4:30 pm by calling 855-345-2244, Option 1.

3 months

0.11%

n/a

FHLBC Deposit Rates^

DID (yesterday)

0.00001%

6 months

0.13%

0.08%

0.17%

0.10%

^Call for term deposit rates.

9 months

0.14%

0.09%

0.22%

0.15%